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Martin Indergand

Personal Details

First Name:Martin
Middle Name:
Last Name:Indergand
Suffix:
RePEc Short-ID:pin131
[This author has chosen not to make the email address public]

Affiliation

Schweizerische Nationalbank (SNB)

Bern/Zürich, Switzerland
http://www.snb.ch/
RePEc:edi:snbgvch (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Martin Indergand & Eric Jondeau & Andreas Fuster, 2022. "Measuring and Stress-Testing Market-Implied Bank Capital," Swiss Finance Institute Research Paper Series 22-11, Swiss Finance Institute.
  2. Dr. Martin Indergand & Gabriela Hrasko, 2021. "Does the market believe in loss-absorbing bank debt?," Working Papers 2021-13, Swiss National Bank.

Articles

  1. A. Rüegg & M. Indergand & S. Pilgram & M. Sigrist, 2005. "Slave-boson mean-field theory of the Mott transition in the two-band Hubbard model," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 48(1), pages 55-64, November.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BAN: Banking (3) 2021-08-23 2022-02-14 2022-02-21
  2. NEP-CBA: Central Banking (2) 2021-08-23 2022-02-14
  3. NEP-CFN: Corporate Finance (2) 2022-02-14 2022-02-21
  4. NEP-FMK: Financial Markets (1) 2022-02-14

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